Data through close

VCIT max pain, gamma exposure (GEX) & options open interest

As of close · rank #3410 by open interest · snapshot page

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VCIT's nearest-expiration max pain is 78.00 for 2026-10-16, its GEX flip is 49.05, net GEX is 259,688, its put/call open-interest ratio is 0.34. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
77.98
prev 78.13
Gamma max
82.48
+5.8% from close
Delta neutral
78.69
+0.9% from close
Gamma neutral
49.05
-37.1% from close
Open interest
1,520
+1.3% vs prev
Contracts listed
58
31 calls · 27 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
78.00
+0.0% from close
2026-10-16
GEX flip
49.05
-37.1% from close
Net GEX
259,688
17,084,720 per 100k OI
Call wall
82.00
+5.2% from close
Put wall
80.00
+2.6% from close
Put/call OI
0.34
387 puts / 1,133 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
11.5
within trailing 52-week range
Front / back ATM IV
+15.2% / +9.5%
5.7 pp front premium
Expected move
+3.0%
14 DTE · one standard deviation
ATM straddle / spot
+1.6%
front-window midpoint premium
25Δ risk reversal
4.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.06
92 contracts traded
Normalized net delta
-0.030
option-holder convention
Modeled dealer delta
0.030
opposite-side scenario
Vanna / 100k OI
1,053
volatility-sensitive delta
Charm / 100k OI
38,750
time-decay-sensitive delta
IV surface range
57.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VCIT closed 5.8% below its gamma max of 82.48. It is 0.9% below the delta neutral price of 78.69. Total open interest is 1,520, +1.3% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

Neighbours by open interest

← L (#3409) DPC (#3411) →

Questions people ask about VCIT

Where is VCIT's gamma max today?

As of Oct 2, 2026, the gamma max for VCIT is 82.48, +5.8% from the 77.98 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is VCIT above or below its delta neutral price?

VCIT closed below delta neutral: 77.98 against a delta neutral price of 78.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VCIT have?

1,520 contracts of open interest across 58 listed contracts on Oct 2, 2026, +1.3% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.